+22.1%
EMR vs TW
+21.9%
+0.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | +0.2% |
| 7D | +2.8% | +3.9% | -1.1% | +3.7% |
| 30D | +3.7% | +19.9% | -16.3% | +7.5% |
| 3M | +2.0% | +25.9% | -23.9% | +6.8% |
| 6M | +22.1% | +21.1% | +1.0% | +22.6% |
| All | +22.1% | +21.9% | +0.2% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling